I do not understand who the player is "who played the thief" ("der den Dieb ausgespielt hat"), because in my understanding I myself, who owned the thief and has then drawn the musketeer, has now to put away the thief and the musketeer. - And why am I allowed to draw a card from that player (the one who played the thief)("...nun darfst Du eine Karte des Sielers ziehen...")?

If you play a thief, you steal a card, at random, from the player you wish to steal. If, by lack of chance, the card you steal turns out to be a Musketeer, you got caught in the act. The player you stole the Musketeer from can then exact revenge by stealing one card at random from you, the initial thief owner. If he then draws a musketeer from your hand, you can steal a card back from him, etc....
hope it's clear.
best,
Eric @ DoW